Trading Metrics calculated at close of trading on 11-Oct-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-1996 |
11-Oct-1996 |
Change |
Change % |
Previous Week |
Open |
753.97 |
751.44 |
-2.53 |
-0.3% |
759.12 |
High |
760.06 |
765.70 |
5.64 |
0.7% |
770.74 |
Low |
749.10 |
751.44 |
2.34 |
0.3% |
749.10 |
Close |
751.44 |
765.64 |
14.20 |
1.9% |
765.64 |
Range |
10.96 |
14.26 |
3.30 |
30.1% |
21.64 |
ATR |
12.39 |
12.52 |
0.13 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
803.71 |
798.93 |
773.48 |
|
R3 |
789.45 |
784.67 |
769.56 |
|
R2 |
775.19 |
775.19 |
768.25 |
|
R1 |
770.41 |
770.41 |
766.95 |
772.80 |
PP |
760.93 |
760.93 |
760.93 |
762.12 |
S1 |
756.15 |
756.15 |
764.33 |
758.54 |
S2 |
746.67 |
746.67 |
763.03 |
|
S3 |
732.41 |
741.89 |
761.72 |
|
S4 |
718.15 |
727.63 |
757.80 |
|
|
Weekly Pivots for week ending 11-Oct-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826.75 |
817.83 |
777.54 |
|
R3 |
805.11 |
796.19 |
771.59 |
|
R2 |
783.47 |
783.47 |
769.61 |
|
R1 |
774.55 |
774.55 |
767.62 |
779.01 |
PP |
761.83 |
761.83 |
761.83 |
764.06 |
S1 |
752.91 |
752.91 |
763.66 |
757.37 |
S2 |
740.19 |
740.19 |
761.67 |
|
S3 |
718.55 |
731.27 |
759.69 |
|
S4 |
696.91 |
709.63 |
753.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
770.74 |
749.10 |
21.64 |
2.8% |
12.89 |
1.7% |
76% |
False |
False |
|
10 |
770.74 |
727.14 |
43.60 |
5.7% |
12.91 |
1.7% |
88% |
False |
False |
|
20 |
770.74 |
706.65 |
64.09 |
8.4% |
12.60 |
1.6% |
92% |
False |
False |
|
40 |
770.74 |
650.48 |
120.26 |
15.7% |
11.56 |
1.5% |
96% |
False |
False |
|
60 |
770.74 |
577.81 |
192.93 |
25.2% |
12.62 |
1.6% |
97% |
False |
False |
|
80 |
770.74 |
572.79 |
197.95 |
25.9% |
13.53 |
1.8% |
97% |
False |
False |
|
100 |
770.74 |
572.79 |
197.95 |
25.9% |
12.80 |
1.7% |
97% |
False |
False |
|
120 |
770.74 |
572.79 |
197.95 |
25.9% |
12.25 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
826.31 |
2.618 |
803.03 |
1.618 |
788.77 |
1.000 |
779.96 |
0.618 |
774.51 |
HIGH |
765.70 |
0.618 |
760.25 |
0.500 |
758.57 |
0.382 |
756.89 |
LOW |
751.44 |
0.618 |
742.63 |
1.000 |
737.18 |
1.618 |
728.37 |
2.618 |
714.11 |
4.250 |
690.84 |
|
|
Fisher Pivots for day following 11-Oct-1996 |
Pivot |
1 day |
3 day |
R1 |
763.28 |
762.89 |
PP |
760.93 |
760.15 |
S1 |
758.57 |
757.40 |
|